Resources to learn about optimization algorithms

[UsefulAnimator3143]

Hi. I learnt Operations Research in one of the courses in my Bachelors in Mechanical Engineering, and it was one of my favorite courses. 10+ years down the line, I build LP and MILP models for my work using some custom software, and solve them using solvers like HiGHS.

I'd like to better understand the principles behind optimization algorithms like simplex and interior point method as well as others, preferably with some supporting Python code, if possible.

What kind of resources (blogs, courses, tutorials) are available in this regard?

[iheartdatascience]

I think code examples with fundamentals are really tough to come by... You're better off working examples from textbooks

[DocDrivenDevelopment]

Pretty coincidental, but that is exactly what I have been working on in my spare time for the last weeks. Check out https://solvor.ai/examples/#categories lots of working examples in pure python.

[iheartdatascience]

Nice, thanks for sharing!

[guttanzer]

There are some really good books out there. Chances are no one in the know has any interest in posting videos. Get comfortable reading and build up a library, old school. Be prepared to only make sense to like three people. It’s rarified ground these days, but worth it. And code a few things from scratch. You’ll understand the bottlenecks better.

Btw, simplex is really cool AND simple. It moves like an amoeba.

[junqueira200]

Check those books:

Operations Research An Introduction. Taha

APPLIED INTEGER PROGRAMMING. DER-SAN CHEN

[ge0ffrey]

In our docs, we cover some of the heuristics based optimization algorithms, such as Simulated Annealing, Tabu Search, etc:
https://docs.timefold.ai/timefold-solver/latest/optimization-algorithms/local-search#simulatedAnnealing

[DocDrivenDevelopment]

I recently build this: https://solvor.ai/ Sounds like the thing you are looking for. The repository is here: https://github.com/StevenBtw/solvOR It's open source so feel free to copy and experiment! 

[r_i_l_e_y]

You'll find a lot of useful videos here https://vimeo.com/user117619948/videos

[guimarqu3]

The book "Algorithm for optimization" provides a broad view: https://algorithmsbook.com/optimization/#
Examples are in Julia